Newly created objects linked by default
The picture is rather limited in regards of information (especially which mode it is in), so here a little info to ground my answer on:
If you have more then one object selected in object mode, the last selected one is brighter while all other selected ones are darker, if you then go in edit mode, they will all have the same color. Object mode can look like that picture in wire-frame mode.

Since they are in the same color, i would guess that you have those objects added while in edit mode and thus all are part of the same object, means if you select one of them in object mode all parts are selected. They are kinda joined, but only as in the meshes are under the same object. If you go in edit mode (i'd suggest vertex mode) and select all by pressing "a", you can then press "p" for the separate function and chose "By Loose Parts".
That way your meshes will be separated and each gets to be under its own object, means then you can edit them separately.